Bayesian semi-parametric estimation of the long-memory parameter under FEXP-priors (Q391840): Difference between revisions

@@ Property / author @@
-Judith Rousseau
@@ Property / author: Judith Rousseau / rank @@
-Normal rank
@@ Property / author @@
+Judith Rousseau
@@ Property / author: Judith Rousseau / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G05
@@ Property / Mathematics Subject Classification ID: 62G05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+F15
@@ Property / Mathematics Subject Classification ID: 62F15 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+G20
@@ Property / Mathematics Subject Classification ID: 62G20 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+M15
@@ Property / Mathematics Subject Classification ID: 62M15 / rank @@
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@@ Property / zbMATH DE Number @@
+6244522
@@ Property / zbMATH DE Number: 6244522 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Bayesian semiparametric
@@ Property / zbMATH Keywords: Bayesian semiparametric / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Bernstein-von Mises
@@ Property / zbMATH Keywords: Bernstein-von Mises / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+FEXP priors
@@ Property / zbMATH Keywords: FEXP priors / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Gaussian long-memory processes
@@ Property / zbMATH Keywords: Gaussian long-memory processes / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+rates of convergence
@@ Property / zbMATH Keywords: rates of convergence / rank @@
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@@ Property / describes a project that uses @@
+longmemo
@@ Property / describes a project that uses: longmemo / rank @@
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+.4863
@@ Property / arXiv ID: 1202.4863 / rank @@
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@@ Property / cites work @@
+Bayesian Optimal Adaptive Estimation Using a Sieve Prior
+Normal rank
@@ Property / cites work @@
+Fitting long-memory models by generalized linear regression
+Normal rank
@@ Property / cites work @@
+Q4865042
@@ Property / cites work: Q4865042 / rank @@
+Normal rank
@@ Property / cites work @@
+The semiparametric Bernstein-von Mises theorem
@@ Property / cites work: The semiparametric Bernstein-von Mises theorem / rank @@
+Normal rank
@@ Property / cites work @@
+A semiparametric Bernstein-von Mises theorem for Gaussian process priors
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+Efficient parameter estimation for self-similar processes
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+On the Bernstein-von Mises theorem with infinite-dimensional parameters
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+Convergence rates of posterior distributions.
@@ Property / cites work: Convergence rates of posterior distributions. / rank @@
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+Convergence rates of posterior distributions for non iid observations
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+On adaptive posterior concentration rates
@@ Property / cites work: On adaptive posterior concentration rates / rank @@
+Normal rank
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+A Bayesian approach to estimating the long memory parameter
+Normal rank
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+The FEXP estimator for potentially non-stationary linear time series.
+Normal rank
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+Adaptive estimation of the fractional differencing coefficient
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+Semiparametric Bayesian Inference of Long‐Memory Stochastic Volatility Models
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+Q3643281
@@ Property / cites work: Q3643281 / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian semi-parametric estimation of the long-memory parameter under FEXP-priors
+Normal rank
@@ Property / cites work @@
+Bayesian nonparametric point estimation under a conjugate prior
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@@ Property / cites work @@
+Valid asymptotic expansions for the maximum likelihood estimators of the parameter of a stationary, Gaussian, strongly dependent process
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@@ Property / cites work @@
+Q4407607
@@ Property / cites work: Q4407607 / rank @@
+Normal rank
@@ Property / cites work @@
+Non-informative priors in the case of Gaussian long-memory processes
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@@ Property / cites work @@
+Bernstein-von Mises theorem for linear functionals of the density
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+Gaussian semiparametric estimation of long range dependence
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+Bayesian nonparametric estimation of the spectral density of a long or intermediate memory Gaussian process
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@@ Property / cites work @@
+Asymptotic Statistics
@@ Property / cites work: Asymptotic Statistics / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W1983636161
@@ Property / OpenAlex ID: W1983636161 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:391840